Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52197.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48074.83 Kr¶

PnL: ---------------------------------------> -857.17 Kr¶

DD now: ---------------------------------> -1.737 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:31:57.167143'

Anic Portfolio¶

Today¶

Return: 0.236 %¶

This Week¶

Return: -0.226 %¶

Total portfolio value¶

Return including deposits: 70.883 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 7.010000 703.150000 64.150000 10.040000 638.999984
Xvivo Perfusion 3 -0.680000 876.000000 31.000000 3.670000 845.000001
Biotage 4 1.220000 631.600000 28.600000 4.740000 603.000000
Vitrolife 3 1.650000 703.800000 26.800000 3.960000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.540000 684.970000 22.970000 3.470000 661.999988
Fortnox 10 1.740000 688.200000 20.200000 3.020000 668.000000
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
Humana 40 3.860000 688.000000 14.000000 2.080000 674.000000
Sedana Medical 135 5.030000 4341.600000 10.600000 0.240000 4330.999935
SynAct Pharma 9 -0.820000 652.500000 7.500000 1.160000 645.000003
Addnode Group B 6 -0.320000 757.800000 5.800000 0.770000 751.999998
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
NCC B 7 0.110000 657.300000 3.300000 0.500000 653.999997
Latour B 2 -0.750000 448.600000 -0.400000 -0.090000 449.000000
Indutrade 5 -0.720000 1319.000000 -1.000000 -0.080000 1320.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Volati 5 -1.400000 565.000000 -9.000000 -1.570000 574.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
Investor B 3 -0.550000 645.150000 -12.850000 -1.950000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Profoto Holding 7 -2.170000 567.000000 -15.000000 -2.580000 581.999999
Sdiptech B 3 -2.180000 806.400000 -15.600000 -1.900000 822.000000
Nolato B 12 -2.410000 631.800000 -16.200000 -2.500000 648.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 -5.150000 553.000000 -40.000000 -6.750000 593.000000
Ambea 68 0.720000 2483.360000 -53.640000 -2.110000 2537.000032
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -1.530000 903.000000 -71.000000 -7.290000 973.999999
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.740000 3440.000000 -105.000000 -2.960000 3545.000000
New Wave B 40 -0.130000 3755.200000 -160.800000 -4.110000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48074.830000 -857.170000 -1.73653% 48931.999868

Updated:¶

'2023-06-14 16:32:14.961234'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶